Repository logo
 

Research Data Supporting "Semimartingale detection and goodness of fit tests"


No Thumbnail Available

Type

Dataset

Change log

Authors

Bull, Adam D. 

Description

Code generating the research data in the paper 'Semimartingale detection and goodness-of-fit tests'.

Version

Software / Usage instructions

Python, Cython, SciPy, PyWavelets

Keywords

diffusion, goodness-of-fit, jump process, semimartingale, wavelets

Publisher

University of Cambridge
Sponsorship
EPSRC (EP/K000993/1)
Relationships
Supplements: